Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47776.81 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46381.85 Kr¶

PnL: ---------------------------------------> -506.72 Kr¶

DD now: ---------------------------------> -1.754 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 17:17:39.788553'

Anic Portfolio¶

Today¶

Return: -0.431 %¶

This Week¶

Return: -0.284 %¶

Total¶

Return: 56.409 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
Beijer Electronics Group 26 -3.240000 3104.400000 133.400000 4.490000 2971.000006
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
Corem Property Group B 59 -1.680000 622.450000 45.450000 7.880000 576.999999
HMS Networks 2 -0.840000 711.200000 38.200000 5.680000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -0.980000 393.100000 38.100000 10.730000 355.000000
MedCap 2 -1.510000 458.000000 37.000000 8.790000 421.000000
Boozt 12 0.140000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 0.870000 608.960000 34.960000 6.090000 573.999998
SAAB B 8 0.090000 3406.400000 29.400000 0.870000 3377.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Intrum 4 -0.180000 545.400000 18.400000 3.490000 527.000000
Securitas B 6 1.450000 588.360000 18.360000 3.220000 570.000000
Swedbank A 3 2.140000 580.650000 16.650000 2.950000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -1.030000 539.000000 11.000000 2.080000 527.999997
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Nordea Bank Abp 29 0.470000 3460.280000 6.280000 0.180000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 0.480000 250.080000 4.080000 1.660000 246.000000
Handelsbanken A 5 0.230000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 -0.460000 560.600000 -13.400000 -2.330000 574.000000
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.540000 517.660000 -16.340000 -3.060000 533.999999
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -2.870000 558.500000 -36.070000 -6.070000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.640000 548.020000 -64.980000 -10.600000 612.999432
Axfood 13 -1.850000 3593.200000 -162.800000 -4.330000 3756.000001
OX2 18 0.500000 1447.200000 -216.800000 -13.030000 1663.999992
Fasadgruppen Group 35 1.900000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 -1.610000 2865.200000 -496.800000 -14.780000 3361.999992
TOTAL 46381.850000 -506.720000 -1.75423% 46888.564618

Updated:¶

'2023-01-24 17:17:52.637394'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶